Solving partial differential equation via stochastic process

DOI10.1007/978-3-642-13523-1_13MaRDI QIDQ3575220zbMATH OpenOpenAlexFDO

Authors Jun Ohkubo

Publication date 26 July 2010

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-13523-1_13

zbMATH Keywords

chemical reaction systemdualitypartial differential equationstochastic process

Mathematics Subject Classification ID

Other special methods applied to PDEs (35A25) General theory of stochastic processes (60G07) Classical flows, reactions, etc. in chemistry (92E20)

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Cited in

(1)

• Solving some stochastic differential equation using Dirichlet distributions

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